Mailing-List: contact issues-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: issues@commons.apache.org
Date: Sun, 26 May 2013 20:49:19 +0000 (UTC)
From: "Thomas Neidhart (JIRA)" <jira@apache.org>
To: issues@commons.apache.org
Message-ID: <JIRA.12649487.1369601301440.24271.1369601359934@arcas>
In-Reply-To: <JIRA.12649487.1369601301440@arcas>
References: <JIRA.12649487.1369601301440@arcas>
Subject: [jira] [Created] (MATH-981) An improved algorithm for computing the
 inverse cumulative probability for the normal distribution
MIME-Version: 1.0
Content-Type: text/plain; charset=utf-8
Content-Transfer-Encoding: 7bit

Thomas Neidhart created MATH-981:
------------------------------------

             Summary: An improved algorithm for computing the inverse cumulative probability for the normal distribution
                 Key: MATH-981
                 URL: https://issues.apache.org/jira/browse/MATH-981
             Project: Commons Math
          Issue Type: Sub-task
            Reporter: Thomas Neidhart
            Priority: Minor


The following page outlines an algorithm to compute the inverse cumulative probability for the normal distribution:

http://home.online.no/~pjacklam/notes/invnorm/

An implementation of this is also included in the referred contribution for a Monte Carlo engine.

--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira